Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.317 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 40232.26 Kr¶
'#-------------------------------#'
'New Equity High!!!'
'Max Equity: -----------------------------------------> 40232.26 Kr'
'#-------------------------------#'
Max Equity ever reached: ------------> 40232.26 Kr¶
Portfolio value: --------------------------> 15514.6 Kr¶
PnL: ---------------------------------------> 89.57 Kr¶
DD now: ---------------------------------> 0.0 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2022-07-04 10:17:14.181416'
Anic Portfolio Holdings¶
| volume | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|
| name | |||||
| Swedish Match | 40 | 4184.00 | 2.00 | 0.05 | 4182.00 |
| BONESUPPORT HOLDING | 56 | 4138.40 | 134.40 | 3.36 | 4004.00 |
| Proact IT Group | 30 | 2091.00 | -6.00 | -0.29 | 2097.00 |
| BioGaia B | 8 | 846.40 | -2.56 | -0.3 | 848.96 |
| Tietoevry | 2 | 507.60 | -0.40 | -0.08 | 508.00 |
| Tele2 B | 4 | 478.40 | 0.20 | 0.04 | 478.20 |
| Swedish Orphan Biovitrum | 2 | 442.60 | -1.40 | -0.32 | 444.00 |
| Ambea | 9 | 422.64 | -4.14 | -0.97 | 426.78 |
| Profoto Holding | 4 | 420.80 | 0.00 | 0.0 | 420.80 |
| SAAB B | 1 | 414.10 | -1.90 | -0.46 | 416.00 |
| Tobii Dynavox | 17 | 400.61 | -13.68 | -3.3 | 414.29 |
| Ovzon | 9 | 402.75 | -6.75 | -1.65 | 409.50 |
| Better Collective | 3 | 398.40 | -6.60 | -1.63 | 405.00 |
| Linc | 6 | 366.90 | -3.60 | -0.97 | 370.50 |
| TOTAL | 15514.60 | 89.57 | 0.0% | 15425.03 |
Updated:¶
'2022-07-04 10:17:18.370038'
None
In or Out of market? In if Signal > -10, else out of market!¶
--------------------------------------------------------------------------- IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_14816/3764590994.py in <module> 8 in_out = KER.mean(axis = 1).tail(150) ----> 9 if in_out.index[-1].date() < dt.today().date()-delta(days=1): 10 ~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexes\base.py in __getitem__(self, key) 4603 key = com.cast_scalar_indexer(key, warn_float=True) -> 4604 return getitem(key) 4605 IndexError: index -1 is out of bounds for axis 0 with size 0 During handling of the above exception, another exception occurred: IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_14816/3764590994.py in <module> 39 list(px.line(df, x='Date', y='limit').select_traces()) 40 ) ---> 41 fig['data'][1]['line']['color']='rgb(250, 50, 50)' 42 fig['data'][0]['line']['width']=5 43 fig.show() IndexError: tuple index out of range
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
